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Dynamic Nonlinear Econometric Models - Asymptotic Theory (Hardcover, 1997 ed.) Loot Price: R5,895
Discovery Miles 58 950
Repayment Terms: R552 pm x 12*
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Dynamic Nonlinear Econometric Models - Asymptotic Theory (Hardcover, 1997 ed.): Benedikt M. Potscher, Ingmar R. Prucha

Dynamic Nonlinear Econometric Models - Asymptotic Theory (Hardcover, 1997 ed.)

Benedikt M. Potscher, Ingmar R. Prucha

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Loot Price R5,895 Discovery Miles 58 950 | Repayment Terms: R552 pm x 12*

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The book provides an extensive discussion of asymptotic theory of M-estimators in the context of dynamic nonlinear models. The class of M-estimators contains least mean distance estimators (including maximum likelihood estimators) and generalized method of moments estimators. In addition to establishing the asymptotic properties of such estimators, the book provides a detailed discussion of the statistical and probabilistic tools necessary for such an analysis. The book also gives a careful treatment of estimators of asymptotic variance covariance matrices for dependent processes.

General

Imprint: Springer-Verlag
Country of origin: Germany
Release date: July 1997
First published: 1997
Authors: Benedikt M. Potscher • Ingmar R. Prucha
Dimensions: 235 x 155 x 19mm (L x W x T)
Format: Hardcover
Pages: 312
Edition: 1997 ed.
ISBN-13: 978-3-540-62857-6
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Econometrics > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling
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LSN: 3-540-62857-6
Barcode: 9783540628576

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